⚡ Bolt: Optimize candidate subset extraction in backtest hot loop

.jules/bolt.md

@@ -31,3 +31,7 @@
 **Learning:** In `src/tools/technical.ts`, the `indicatorsTool` used chained array methods like `.map()` and `.slice().map()` to extract closes and construct the resulting bars array. This created intermediate array allocations causing significant garbage collection overhead during hot-path technical indicator computation.
 **Action:** Replaced the chained array methods with a single, highly optimized indexed `for` loop to reduce memory allocations and avoid GC pressure.
 
+## 2026-10-04 - Optimize hot loop array to Set extraction
+**Learning:** When generating a bounded, deduplicated subset (Set) from an array in hot paths, avoid array method chains like `Array.from(new Set([...arr1, ...arr2.map(f)])).slice(0, N)`. This causes several intermediate array allocations that create significant GC pressure during long loops (e.g., historical backtests).
+**Action:** Use an empty `Set` along with bounded `for` loops and a results array that implement an early exit (`tickers.length < maxCandidates`) to directly stream unique items. This processes fewer elements and generates zero intermediate arrays.
+

src/agent/backtestRunner.ts

@@ -347,10 +347,26 @@ export async function runBacktestSession(
           universe: BACKTEST_DISCOVERY_UNIVERSE,
           limit: maxCandidates,
         });
-        const held = (await broker.snapshot()).positions.map((p) => p.ticker);
-        const tickers = Array.from(
-          new Set([...held, ...discovery.candidates.map((c) => c.ticker)]),
-        ).slice(0, maxCandidates);
+        // ⚡ Bolt: Use bounded Set and loop to avoid array allocations in hot loop
+        const snap = await broker.snapshot();
+        const seen = new Set<string>();
+        const tickers: string[] = [];
+
+        for (let i = 0; i < snap.positions.length && tickers.length < maxCandidates; i++) {
+          const t = snap.positions[i]!.ticker;
+          if (!seen.has(t)) {
+            seen.add(t);
+            tickers.push(t);
+          }
+        }
+
+        for (let i = 0; i < discovery.candidates.length && tickers.length < maxCandidates; i++) {
+          const t = discovery.candidates[i]!.ticker;
+          if (!seen.has(t)) {
+            seen.add(t);
+            tickers.push(t);
+          }
+        }
 
         const decisions: FinalDecision[] = [];
         for (const ticker of tickers) {